-9.6%
TOST vs BAH
+2.9%
-12.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | +10.3% | +18.2% | -8.0% | +4.3% |
| 3M | -3.3% | +13.1% | -16.3% | -7.3% |
| 6M | +37.8% | +15.2% | +22.6% | +31.5% |
| YTD | -2.8% | +6.0% | -8.8% | -5.0% |
| 1Y | -9.6% | +3.1% | -12.7% | -11.3% |
| All | -9.6% | +2.9% | -12.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling